Jeju Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:77.33% (-8.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1121 | 3.84 | |
| 0.1803 | 9.35 | |
| 0.7980 | 42.24 | |
| 0.0326 | 0.78 | |
| -0.0254 | -0.39 | |
| -0.0961 | -1.63 | |
| 0.1413 | 2.41 | |
| -0.0058 | -0.11 | |
| -0.1413 | -2.68 | |
| 0.2647 | 4.42 | |
| -0.4424 | -4.44 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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